Leading indicators for US house prices : new evidence and implications for EU financial risk managers
Tobias Basse, Frederik Kunze, Miguel Rodriguez Gonzalez, Danilo Saft
| Year of publication: |
2022
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|---|---|
| Authors: | Basse, Tobias ; Kunze, Frederik ; Rodriguez Gonzalez, Miguel ; Saft, Danilo |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2022, 3, p. 722-743
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| Subject: | financial risk management | leading indicators | machine learning | transfer entropy | US house prices | Immobilienpreis | Real estate price | Wirtschaftsindikator | Economic indicator | Risikomanagement | Risk management | USA | United States | Prognoseverfahren | Forecasting model | Entropie | Entropy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12325 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275968